-99.7%
AMIX vs ETHA
-41.0%
-58.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.2% | -21.2% | -20.3% |
| 7D | -8.1% | -14.0% | +6.0% | -5.2% |
| 30D | -52.3% | -17.4% | -34.9% | -50.3% |
| 3M | -83.8% | +10.6% | -94.4% | -84.3% |
| 6M | -79.0% | -11.2% | -67.7% | -78.7% |
| YTD | -87.2% | -30.1% | -57.1% | -86.6% |
| 1Y | -91.7% | -39.6% | -52.1% | -91.0% |
| All | -99.7% | -41.0% | -58.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling